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ZZConnorsRSI.cs
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#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Connors RSI
/// </summary>
[Description("Connors RSI")]
public class ZZConnorsRSI : Strategy
{
#region Variables
// Wizard generated variables
private int rSILEN = 2; // Default setting for RSILEN
private int mAExit = 5; // Default setting for MAExit
private int rSIExit = 65; // Default setting for RSIExit
private int rSIthreshold = 5; // Default setting for RSIthreshold
private double stopLossPct = 2; // Default setting for StopLossPct
private int rSIShortThres = 90; // Default setting for RSIShortThres
// User defined variables (add any user defined variables below)
#endregion
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
Add(SMA(200));
Add(RSI(RSILEN, 1));
Add(SMA(MAExit));
SetStopLoss("RSI2_Long", CalculationMode.Ticks, 4, false);
SetStopLoss("Short", CalculationMode.Ticks, 4, false);
SetProfitTarget("RSI2_Long", CalculationMode.Ticks, 4);
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (SMA(200)[0] <= Close[0]
&& RSI(RSILEN, 1)[0] < RSIthreshold
&& Position.MarketPosition == MarketPosition.Flat)
{
EnterLong(DefaultQuantity, "RSI2_Long");
}
// Condition set 2
if (Position.MarketPosition == MarketPosition.Long
&& CrossAbove(Close, SMA(MAExit), 1))
{
ExitLong("ExitLong", "RSI2_Long");
}
// Condition set 3
if (SMA(200)[0] > Close[0]
&& RSI(RSILEN, 2).Avg[0] >= RSIShortThres
&& Position.MarketPosition == MarketPosition.Flat)
{
EnterShort(DefaultQuantity, "Short");
}
// Condition set 4
if (Position.MarketPosition == MarketPosition.Short
&& CrossBelow(Close, SMA(MAExit), 1))
{
ExitShort("Exitshort", "Short");
}
}
#region Properties
[Description("")]
[GridCategory("Parameters")]
public int RSILEN
{
get { return rSILEN; }
set { rSILEN = Math.Max(1, value); }
}
[Description("SMA exit length")]
[GridCategory("Parameters")]
public int MAExit
{
get { return mAExit; }
set { mAExit = Math.Max(1, value); }
}
[Description("RSI exit length")]
[GridCategory("Parameters")]
public int RSIExit
{
get { return rSIExit; }
set { rSIExit = Math.Max(1, value); }
}
[Description("RSI lower threshold")]
[GridCategory("Parameters")]
public int RSIthreshold
{
get { return rSIthreshold; }
set { rSIthreshold = Math.Max(1, value); }
}
[Description("Stop loss percent to protect crash")]
[GridCategory("Parameters")]
public double StopLossPct
{
get { return stopLossPct; }
set { stopLossPct = Math.Max(1, value); }
}
[Description("")]
[GridCategory("Parameters")]
public int RSIShortThres
{
get { return rSIShortThres; }
set { rSIShortThres = Math.Max(1, value); }
}
#endregion
}
}
#region Wizard settings, neither change nor remove
/*@
<?xml version="1.0" encoding="utf-16"?>
<NinjaTrader>
<Name>ZZConnorsRSI</Name>
<CalculateOnBarClose>True</CalculateOnBarClose>
<Description>Connors RSI</Description>
<Parameters>
<Parameter>
<Default1>
</Default1>
<Default2>2</Default2>
<Default3>
</Default3>
<Description>
</Description>
<Minimum>1</Minimum>
<Name>RSILEN</Name>
<Type>int</Type>
</Parameter>
<Parameter>
<Default1>
</Default1>
<Default2>5</Default2>
<Default3>
</Default3>
<Description>SMA exit length</Description>
<Minimum>1</Minimum>
<Name>MAExit</Name>
<Type>int</Type>
</Parameter>
<Parameter>
<Default1>
</Default1>
<Default2>65</Default2>
<Default3>
</Default3>
<Description>RSI exit length</Description>
<Minimum>1</Minimum>
<Name>RSIExit</Name>
<Type>int</Type>
</Parameter>
<Parameter>
<Default1>
</Default1>
<Default2>5</Default2>
<Default3>
</Default3>
<Description>RSI lower threshold</Description>
<Minimum>1</Minimum>
<Name>RSIthreshold</Name>
<Type>int</Type>
</Parameter>
<Parameter>
<Default1>
</Default1>
<Default2>2</Default2>
<Default3>
</Default3>
<Description>Stop loss percent to protect crash</Description>
<Minimum>1</Minimum>
<Name>StopLossPct</Name>
<Type>double</Type>
</Parameter>
<Parameter>
<Default1>
</Default1>
<Default2>90</Default2>
<Default3>
</Default3>
<Description>
</Description>
<Minimum>1</Minimum>
<Name>RSIShortThres</Name>
<Type>int</Type>
</Parameter>
</Parameters>
<State>
<CurrentState>
<StrategyWizardState xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema">
<Name>Flat</Name>
<Sets>
<StrategyWizardStateSet>
<Actions>
<StrategyWizardAction>
<DisplayName>Enter long position</DisplayName>
<Help />
<MemberName>EnterLong</MemberName>
<Parameters>
<string>quantity</string>
<string>signalName</string>
</Parameters>
<Values>
<string>DefaultQuantity</string>
<string>"RSI2_Long"</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultQuantity</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultQuantity</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</Actions>
<Conditions>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>SMA</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>SMA</MemberName>
<Parameters>
<string> inputSeries</string>
<string>Period</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>200</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>True</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>Numeric value</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>200</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator><=</Operator>
<Right>
<DisplayName>Close</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Close</MemberName>
<Parameters>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
</Parameters>
<Values>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Right>
</StrategyWizardCondition>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>RSI</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>RSI</MemberName>
<Parameters>
<string> inputSeries</string>
<string>Period</string>
<string>Smooth</string>
<string> plot</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>RSILEN</string>
<string>1</string>
<string>"RSI"</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>True</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>RSILEN</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>RSILEN</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>Numeric value</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>1</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator><</Operator>
<Right>
<DisplayName>RSIthreshold</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>RSIthreshold</MemberName>
<Parameters />
<Values />
<WizardItems />
</Right>
</StrategyWizardCondition>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Current market position</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Position.MarketPosition</MemberName>
<Parameters />
<Values />
<WizardItems />
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>==</Operator>
<Right>
<DisplayName>Flat</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>MarketPosition.Flat</MemberName>
<Parameters />
<Values />
<WizardItems />
</Right>
</StrategyWizardCondition>
</Conditions>
</StrategyWizardStateSet>
<StrategyWizardStateSet>
<Actions>
<StrategyWizardAction>
<DisplayName>Exit long position</DisplayName>
<Help />
<MemberName>ExitLong</MemberName>
<Parameters>
<string>signalName</string>
<string>fromEntrySignal</string>
</Parameters>
<Values>
<string>"ExitLong"</string>
<string>"RSI2_Long"</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</Actions>
<Conditions>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Current market position</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Position.MarketPosition</MemberName>
<Parameters />
<Values />
<WizardItems />
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>==</Operator>
<Right>
<DisplayName>Long</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>MarketPosition.Long</MemberName>
<Parameters />
<Values />
<WizardItems />
</Right>
</StrategyWizardCondition>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>Close</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Close</MemberName>
<Parameters>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
</Parameters>
<Values>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>CrossAbove</Operator>
<Right>
<DisplayName>SMA</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>SMA</MemberName>
<Parameters>
<string> inputSeries</string>
<string>Period</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>MAExit</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>MAExit</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>MAExit</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Right>
</StrategyWizardCondition>
</Conditions>
</StrategyWizardStateSet>
<StrategyWizardStateSet>
<Actions>
<StrategyWizardAction>
<DisplayName>Enter short position</DisplayName>
<Help />
<MemberName>EnterShort</MemberName>
<Parameters>
<string>quantity</string>
<string>signalName</string>
</Parameters>
<Values>
<string>DefaultQuantity</string>
<string>"Short"</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultQuantity</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultQuantity</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</StrategyWizardAction>
</Actions>
<Conditions>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>SMA</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>SMA</MemberName>
<Parameters>
<string> inputSeries</string>
<string>Period</string>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
<string> plotOnChart</string>
</Parameters>
<Values>
<string>DefaultInput</string>
<string>200</string>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
<string>False</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName>DefaultInput</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>DefaultInput</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName>Numeric value</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>200</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Left>
<LookBackPeriod>1</LookBackPeriod>
<Operator>></Operator>
<Right>
<DisplayName>Close</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName>Close</MemberName>
<Parameters>
<string> barsAgo</string>
<string> offsetType</string>
<string> offset</string>
</Parameters>
<Values>
<string>0</string>
<string>NinjaTrader.Strategy.CalculationMode.Ticks</string>
<string>0</string>
</Values>
<WizardItems>
<StrategyWizardItem>
<DisplayName> barsAgo</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName />
<IsIndicator>false</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>false</IsMethod>
<IsSet>true</IsSet>
<MemberName />
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
<StrategyWizardItem>
<DisplayName> offset</DisplayName>
<IsIndicator>false</IsIndicator>
<IsInt>true</IsInt>
<IsMethod>false</IsMethod>
<IsSet>false</IsSet>
<MemberName>0</MemberName>
<Parameters />
<Values />
<WizardItems />
</StrategyWizardItem>
</WizardItems>
</Right>
</StrategyWizardCondition>
<StrategyWizardCondition>
<AndOr>And</AndOr>
<Left>
<DisplayName>RSI</DisplayName>
<IsIndicator>true</IsIndicator>
<IsInt>false</IsInt>
<IsMethod>true</IsMethod>
<IsSet>true</IsSet>
<MemberName>RSI</MemberName>
<Parameters>
<string> inputSeries</string>
<string>Period</string>
<string>Smooth</string>
<string> plot</string>
<string> barsAgo</string>